Anic Equity¶

Anic Portfolio¶

Today¶

Return: -0.048 %¶

This Week¶

Return: -0.048 %¶

Total¶

Return: 58.607 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.020000 830.250000 132.250000 18.950000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -0.900000 2765.330000 43.330000 1.590000 2721.999993
Stillfront Group 38 -1.070000 718.010000 32.010000 4.670000 686.000016
MEKO 13 -1.710000 1567.800000 13.800000 0.890000 1554.000006
Vitec Software Group B 1 -1.050000 498.200000 13.200000 2.720000 485.000000
Tietoevry 2 -2.540000 644.800000 6.800000 1.070000 638.000000
Embracer Group B 14 -2.390000 693.350000 4.350000 0.630000 689.000004
G5 Entertainment 3 -0.050000 574.500000 2.500000 0.440000 572.000001
SKF A 3 -3.860000 589.800000 -3.200000 -0.540000 593.000001
SKF B 3 -3.930000 590.550000 -5.450000 -0.910000 596.000001
Mycronic 3 -3.410000 645.000000 -7.000000 -1.070000 651.999999
ASSA ABLOY B 2 -1.290000 504.000000 -10.000000 -1.950000 514.000000
Addnode Group B 6 -2.440000 696.600000 -12.400000 -1.750000 709.000002
Avanza Bank Holding 2 -2.690000 498.400000 -12.600000 -2.470000 511.000000
Husqvarna A 7 -3.210000 612.500000 -20.500000 -3.240000 632.999997
ACQ Bure SPAC 36 -0.310000 3466.800000 -23.200000 -0.660000 3489.999984
Husqvarna B 7 -3.140000 613.340000 -26.660000 -4.170000 639.999997
Loomis 6 -2.550000 2014.800000 -28.200000 -1.380000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.440000 530.250000 -31.750000 -5.650000 562.000005
Lagercrantz Group B 5 -1.120000 572.500000 -34.500000 -5.680000 607.000000
Collector Bank 29 -5.690000 1199.000000 -35.000000 -2.840000 1233.999996
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Rejlers B 6 -2.900000 924.000000 -38.000000 -3.950000 961.999998
Swedbank A 3 -2.960000 579.450000 -38.550000 -6.240000 618.000000
Norva24 Group 12 -1.830000 361.200000 -46.050000 -11.310000 407.250000
Mips 1 -0.310000 482.100000 -46.900000 -8.870000 529.000000
Dustin Group 18 -4.780000 609.840000 -60.160000 -8.980000 669.999996
Nordea Bank Abp 30 -4.200000 3693.600000 -69.400000 -1.840000 3762.999990
Viaplay Group B 4 -3.870000 964.000000 -73.000000 -7.040000 1037.000000
AFRY 3 -2.750000 519.600000 -75.400000 -12.670000 594.999999
Beijer Alma B 9 -1.930000 1827.000000 -127.000000 -6.500000 1953.999999
RVRC Holding 17 -2.690000 552.840000 -130.160000 -19.060000 683.000007
Fastighetsbolaget Emilshus B 23 2.700000 554.880000 -140.120000 -20.160000 694.999993
Fasadgruppen Group 38 1.370000 3936.800000 -253.200000 -6.040000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46248.110000 -1974.140000 -6.96035% 48222.250041

Updated:¶

'2023-03-13 16:41:25.585746'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶